+91.6%
AMGN vs SGI
+66.8%
+24.8%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -3.0% | +2.8% | +0.3% |
| 7D | +1.5% | -10.7% | +12.2% | +3.4% |
| 30D | +13.1% | -3.6% | +16.7% | +13.7% |
| 3M | +12.9% | -5.4% | +18.3% | +13.7% |
| 6M | +40.8% | -7.0% | +47.8% | +41.9% |
| YTD | +45.6% | -31.6% | +77.2% | +53.0% |
| 1Y | +42.7% | -33.5% | +76.3% | +50.5% |
| All | +91.6% | +66.8% | +24.8% | +72.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SGI.
Daily Out/Under-Performance
Portfolio return minus SGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SGI return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded SGI wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling